Lakshay Sharma
Risk Consulting at Moody’s | Data Science | Operational Research
- Role
- Associate - Banking Consulting at Moody's Analytics
- Location
- Gurugram, HR, IN
- LinkedIn followers
- 500 followers
About Lakshay Sharma
Assistant Risk Consulting Associate at Moody’s Analytics with experience in credit risk…
Experience
Associate - Banking Consulting
Jul 2024 — Present · Gurugram, IN
Conducted climate risk stress testing using NGFS scenarios and climate-model outputs; automated workflows across retail and non-retail portfolios.• Developed PD adjustment methodologies and integrated transition and physical climate risks into credit risk and LGD models.• Built and validated statistical PD models for corporate portfolios using expert-driven feature engineering and SFA/MFA (KS, IV) with logistic regression.• Implemented Excel automation and standardized reporting templates to support regulatory submissions and forward-looking risk assessments.
Education
Atma Ram Sanatan Dharma College
BSc Honours , Computer Science
Hindu College, University of Delhi
Master's degree, Operations Research
2022 — 2024
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